The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses
Oliver Linton (),
Yoon-Jae Whang () and
Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge
We provide an estimator of the lower regression function and provide large sample properties for inference. We also propose a test of the hypothesis of positive expectation dependence and derive its limiting distribution under the null hypothesis and provide consistent critical values. We apply our methodology to several empirical questions.
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